Strategy Optimizer™ (“SO”)is a software application embedded within the FX Bridge platform, ProTrader Plus. SO finds the highest returning combination and quantity of (vanilla European) options given one or more selected option trading strategies. The inputs are:
SO tests every combination of options within one or more trading strategies to arrive at that combination and quantity of options which, for a fixed dollar amount of risk, will yield the highest ROI at expiration. Once the tool has displayed the resulting optimal strategies, the user can view a resulting strategy’s performance metrics as plotted against a range of underlying values for a series of time lines or the same data in a chart. A built-in guide displays a description of the available strategies, its use in trending or volatile marketplaces, and a graphic of the strategy’s relative value as plotted on a range of underlying values.